Multimodal document understanding is a challenging task to process and comprehend large amounts of textual and visual information. Recent advances in Large Language Models (LLMs) have significantly improved the performance of this task. However, existing methods typically focus on either plain text or a limited number of document images, struggling to handle long PDF documents with interleaved text and images, especially for academic papers. In this paper, we introduce PDF-WuKong, a multimodal large language model (MLLM) that is designed to enhance multimodal question-answering (QA) for long PDF documents. PDF-WuKong incorporates a sparse sampler that operates on both text and image representations, significantly improving the efficiency and capability of the MLLM. The sparse sampler selects the paragraphs or diagrams most pertinent to user queries. To effectively train and evaluate our model, we construct PaperPDF, a dataset consisting of a broad collection of English and Chinese academic papers. Multiple strategies are proposed to build high-quality 1.1 million QA pairs along with their corresponding evidence sources. Experimental results demonstrate the superiority and high efficiency of our approach over other models on the task of long multimodal document understanding, surpassing proprietary products by an average of 8.6% on F1. Our code and dataset will be released at https://github.com/yh-hust/PDF-Wukong.